Where To Start Practicing Automated Trading Program

Any helpfuls on how to begin practicing program trading on a small scale, and I don't mean metdata or tdameritrade?

I know how to program in java, C#, VB. VB.Net and some other languages that aren't OOP. I also know SQL.

I'd like to learn and practice how to develop programming strategies, create a database that updates on a daily basis, and then write some code based on a simple strategy, such as stocks that make daily new highs or lows, and be able to implement that and execute in an output function.

I know how to code and compile but I just don't know how to tie the daily data into a database that I can sql, write code, and then produce output that is in a form or even excel data.

Is there a site that provides this?
Any suggestions on where to go to practice writing strategies to a database that produces your executable code?